Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47782.64 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46387.76 Kr¶

PnL: ---------------------------------------> -500.81 Kr¶

DD now: ---------------------------------> -1.742 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 10:40:00.581741'

Anic Portfolio¶

Today¶

Return: 0.524 %¶

This Week¶

Return: 0.524 %¶

Total¶

Return: 56.428 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.880000 2845.500000 209.500000 7.950000 2636.000010
Beijer Electronics Group 26 -0.500000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 3.760000 667.290000 90.290000 15.650000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.730000 436.600000 81.600000 22.990000 355.000000
FM Mattsson Mora Group B 50 1.690000 3000.000000 73.000000 2.490000 2927.000000
HMS Networks 2 1.120000 720.000000 47.000000 6.980000 673.000000
Samhällsbyggnadsbo. i Norden D 12 3.060000 267.120000 21.120000 8.590000 246.000000
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
Intrum 4 2.480000 545.600000 18.600000 3.530000 527.000000
Eastnine 4 0.630000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 1.170000 543.200000 15.200000 2.880000 527.999997
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Coor Service Management Hold. 8 0.000000 546.000000 14.000000 2.630000 532.000000
Norva24 Group 16 0.000000 553.280000 10.280000 1.890000 543.000000
AcadeMedia 12 0.810000 565.920000 8.920000 1.600000 557.000004
Midsona B 63 -0.110000 591.570000 8.570000 1.470000 582.999984
Karnov Group 9 -1.310000 544.500000 8.500000 1.590000 536.000004
Essity B 2 0.760000 580.800000 6.800000 1.180000 574.000000
Resurs Holding 22 -1.130000 578.380000 4.380000 0.760000 573.999998
MedCap 2 0.240000 425.000000 4.000000 0.950000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Handelsbanken A 5 0.270000 547.250000 1.250000 0.230000 546.000000
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 0.720000 567.720000 -2.280000 -0.400000 570.000000
Swedbank A 3 -0.270000 559.500000 -4.500000 -0.800000 564.000000
Boozt 12 -1.360000 1647.600000 -6.400000 -0.390000 1653.999996
CTEK 13 -0.230000 516.750000 -17.250000 -3.230000 533.999999
SAAB B 8 1.150000 3320.000000 -57.000000 -1.690000 3377.000000
International Petroleum Corp. 5 1.440000 528.000000 -66.570000 -11.200000 594.565215
Vivesto 1368 2.310000 545.830000 -67.170000 -10.960000 612.999432
Sampo Oyj SDB 7 -0.090000 3759.000000 -91.000000 -2.360000 3850.000000
OX2 18 -1.520000 1511.100000 -152.900000 -9.190000 1663.999992
Axfood 13 -0.550000 3536.000000 -220.000000 -5.860000 3756.000001
Ovzon 52 3.300000 3094.000000 -268.000000 -7.970000 3361.999992
Fasadgruppen Group 35 -0.910000 3433.500000 -377.500000 -9.910000 3810.999990
TOTAL 46387.760000 -500.810000 -1.74224% 46888.564618

Updated:¶

'2023-01-16 10:40:12.917544'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶